+62.4%
EWY vs XOM
+53.6%
+8.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.6% | +2.7% | -4.1% |
| 7D | -8.3% | -7.0% | -1.3% | -11.4% |
| 30D | -20.5% | +3.2% | -23.8% | -18.8% |
| 3M | -11.1% | +10.7% | -21.8% | -5.6% |
| 6M | -7.0% | +11.6% | -18.6% | +1.0% |
| YTD | +56.5% | +43.5% | +13.0% | +58.8% |
| 1Y | +62.4% | +52.6% | +9.8% | +66.1% |
| All | +62.4% | +53.6% | +8.8% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XOM.
Daily Out/Under-Performance
Portfolio return minus XOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling